Central Bank Research Hub - Series: Bank for International Settlements Working papers

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Low long-term interest rates as a global phenomenon

Paper: 574, 04.08.2016

JEL: E43, E52, F41, F65, G15

Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles

Paper: 568, 13.06.2016

JEL: E44, E52, E62, H30, H62

Understanding the changing equilibrium real interest rates in Asia-Pacific

Paper: 567, 13.06.2016

JEL: E43, E44, E52, F62, J11

Monetary facts revisited

Paper: 566, 01.06.2016

JEL: E31, E42, E51, E52

The Collateral Trap

Paper: 565, 01.06.2016

JEL: G21

Has the pricing of stocks become more global?

Paper: 560, 18.05.2016

JEL: F36, G12, G15

A comparative analysis of developments in central bank balance sheet composition

Paper: 559, 11.04.2016

JEL: E40, E42, E50, E58

Why bank capital matters for monetary policy

Paper: 558, 07.04.2016

JEL: E44, E51, E52

How does bank capital affect the supply of mortgages? Evidence from a randomized experiment

Paper: 557, 01.04.2016

JEL: D14, G21

Threat of entry and debt maturity: evidence from airlines

Paper: 556, 01.04.2016

JEL: D21, D43, G31, G32, L93

The causal effect of house prices on mortgage demand and mortgage supply: evidence from Switzerland

Paper: 555, 30.03.2016

JEL: D14, G21, J61, R21

Can a bank run be stopped? Government guarantees and the run on Continental Illinois

Paper: 554, 30.03.2016

JEL: G01, G21, H12

What drives the short-run costs of fiscal consolidation? Evidence from OECD countries

Paper: 553, 29.03.2016


Fiscal sustainability and the financial cycle

Paper: 552, 21.03.2016

JEL: E44, E52, E60, H30, H62

When the walk is not random: commodity prices and exchange rates

Paper: 551, 18.03.2016

JEL: F10, F31, G12

A new dimension to currency mismatches in the emerging markets - non-financial companies

Paper: 550, 17.03.2016

JEL: E40, F20, F30, F34, F41, F65

Monetary policy spillovers and currency networks in cross-border bank lending

Paper: 549, 17.03.2016

JEL: F34, G15, G21

Moving in tandem: bank provisioning in emerging market economies

Paper: 548, 07.03.2016

JEL: G21, G28

When pegging ties your hands

Paper: 547, 07.03.2016

JEL: D82, D84, F31

Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?

Paper: 546, 07.03.2016

JEL: E52, E58, G15

Booms and banking crises

Paper: 545, 17.02.2016

JEL: E32, E44, G01, G21

What drives inflation expectations in Brazil? Public versus private information

Paper: 544, 02.02.2016

JEL: D82, D83, E31, F31

Fiscal policy and the cycle in Latin America: the role of financing conditions and fiscal rules

Paper: 543, 01.02.2016

JEL: G12, H3

Bank standalone credit ratings

Paper: 542, 01.02.2016

JEL: G14, G15, G21

How do global investors differentiate between sovereign risks? The new normal versus the old

Paper: 541, 26.01.2016

JEL: C38, F34, G11, G12, G15

Self-oriented monetary policy, global financial markets and excess volatility of international capital flows

Paper: 540, 25.01.2016

JEL: E3, E5, F3, F5, G1

International trade finance and the cost channel of monetary policy in open economies

Paper: 539, 25.01.2016

JEL: E44, E52, F41, F44

Sovereign yields and the risk-taking channel of currency appreciation

Paper: 538, 18.01.2016

JEL: G12, G15, G23

Exchange rates and monetary spillovers

Paper: 537, 18.01.2016

JEL: F32, F33, F34

Is macroprudential policy instrument blunt?

Paper: 536, 14.01.2016

JEL: E20, J11

Interbank networks in the national banking era: their purpose and their role in the panic of 1893

Paper: 535, 14.01.2016

JEL: G01, G21, N21

Labour reallocation and productivity dynamics: financial causes, real consequences

Paper: 534, 05.01.2016

JEL: E24, E51, O47

Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?

Paper: 533, 24.12.2015

JEL: E58, E61

Mortgage risk and the yield curve

Paper: 532, 14.12.2015

JEL: E43, G12, G21

The supply side of household finance

Paper: 531, 03.12.2015

JEL: D14, E43, G11, G12, G21

Commercial bank failures during The Great Recession: the real (estate) story

Paper: 530, 30.11.2015

JEL: G21, G28, R33

A search-based model of the interbank money market and monetary policy implementation

Paper: 529, 20.11.2015

JEL: E5, G21

External shocks, banks and optimal monetary policy in an open economy

Paper: 528, 20.11.2015

JEL: E44, G21, G28

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Paper: 527, 17.11.2015

JEL: E0, E4, G0, G01

Modelling the time-variation in euro area lending spreads

Paper: 526, 10.11.2015

JEL: C32, E43, E52

Capital flows and the current account: Taking financing (more) seriously

Paper: 525, 20.10.2015

Breaking free of the triple coincidence in international finance

Paper: 524, 20.10.2015

The evolution of inflation expectations in Canada and the US

Paper: 523, 16.10.2015

Do banks extract informational rents through collateral?

Paper: 522, 16.10.2015

Does variance risk have two prices? Evidence from the equity and option markets

Paper: 521, 12.10.2015

Optimal inflation with corporate taxation and financial constraints

Paper: 520, 12.10.2015

The hunt for duration: not waving but drowning?

Paper: 519, 12.10.2015

JEL: E43, G11, G12, G22

The impact of CCPs' margin policies on repo markets

Paper: 515, 07.10.2015

JEL: E43, G01, G10

Monetary policy and financial spillovers: losing traction?

Paper: 518, 07.10.2015

JEL: E40, E43, E44, E50, E52, F30, F41, G15

Leverage on the buy side

Paper: 517, 07.10.2015

JEL: F65, G11, G15, G23

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003